Coding in the Finite-Blocklength Regime: Bounds based on Laplace Integrals and their Asymptotic Approximations

In this paper we provide new compact integral expressions and associated simple asymptotic approximations for converse and achievability bounds in the finite blocklength regime. The chosen converse and random coding union bounds were taken from the recent work of Polyanskyi-Poor-Verdu, and are investigated under parallel AWGN channels, the AWGN channels, the BI-AWGN channel, and the BSC. The technique we use, which is a generalization of some recent results available from the literature, is to map the probabilities of interest into a Laplace integral, and then solve (or approximate) the integral by use of a steepest descent technique. The proposed results are particularly useful for short packet lengths, where the normal approximation may provide unreliable results.Comment: 29 pages, 10 figures. Submitted to IEEE Trans. on Information Theory. Matlab code available from http://dgt.dei.unipd.it section Download->Finite Blocklength Regim

Entropy Message Passing

The paper proposes a new message passing algorithm for cycle-free factor graphs. The proposed "entropy message passing" (EMP) algorithm may be viewed as sum-product message passing over the entropy semiring, which has previously appeared in automata theory. The primary use of EMP is to compute the entropy of a model. However, EMP can also be used to compute expressions that appear in expectation maximization and in gradient descent algorithms.Comment: 5 pages, 1 figure, to appear in IEEE Transactions on Information Theor

Polynomial Linear Programming with Gaussian Belief Propagation

Interior-point methods are state-of-the-art algorithms for solving linear programming (LP) problems with polynomial complexity. Specifically, the Karmarkar algorithm typically solves LP problems in time O(n^{3.5}), where $n$ is the number of unknown variables. Karmarkar's celebrated algorithm is known to be an instance of the log-barrier method using the Newton iteration. The main computational overhead of this method is in inverting the Hessian matrix of the Newton iteration. In this contribution, we propose the application of the Gaussian belief propagation (GaBP) algorithm as part of an efficient and distributed LP solver that exploits the sparse and symmetric structure of the Hessian matrix and avoids the need for direct matrix inversion. This approach shifts the computation from realm of linear algebra to that of probabilistic inference on graphical models, thus applying GaBP as an efficient inference engine. Our construction is general and can be used for any interior-point algorithm which uses the Newton method, including non-linear program solvers.Comment: 7 pages, 1 figure, appeared in the 46th Annual Allerton Conference on Communication, Control and Computing, Allerton House, Illinois, Sept. 200

MAP inference via Block-Coordinate Frank-Wolfe Algorithm

We present a new proximal bundle method for Maximum-A-Posteriori (MAP) inference in structured energy minimization problems. The method optimizes a Lagrangean relaxation of the original energy minimization problem using a multi plane block-coordinate Frank-Wolfe method that takes advantage of the specific structure of the Lagrangean decomposition. We show empirically that our method outperforms state-of-the-art Lagrangean decomposition based algorithms on some challenging Markov Random Field, multi-label discrete tomography and graph matching problems